-100.0%
DFNS vs MNST
+142.5%
-242.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.4% | -7.8% | -13.1% |
| 7D | -44.0% | -3.4% | -40.6% | -44.4% |
| 30D | -69.1% | +6.6% | -75.7% | -68.7% |
| 3M | -95.6% | -2.9% | -92.7% | -95.6% |
| 6M | -96.2% | +18.4% | -114.6% | -96.0% |
| YTD | -99.6% | +19.3% | -118.9% | -99.6% |
| 1Y | -99.7% | +37.9% | -137.6% | -99.7% |
| 3Y | -100.0% | +62.9% | -162.9% | -100.0% |
| 5Y | -100.0% | +99.6% | -199.6% | -100.0% |
| All | -100.0% | +142.5% | -242.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MNST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling